Strategy Tester Report
EA_AveragingBBHL_H1_forEG_1.00
通貨ペア | EURGBP (Euro vs Great Britain Pound) |
期間 | 1時間足(H1) 2007.01.02 02:00 - 2021.11.29 23:00 (2007.01.01 - 2021.11.30) |
モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) |
パラメーター | MagicNumberB=45010100; MagicNumberS=45010200; Lots=0.01; 複利運用基準値=0; トレードモード=""; 最大ポジション数=30; 最大Lots=1.2; ナンピン係数(買)=1.3; ナンピン係数(売)=1.18; Slippage=3; 許容スプレッド=50; |
|
テストバー数 | 93000 | モデルティック数 | 247667624 | モデリング品質 | 90.00% |
不整合チャートエラー | 58 | | | | |
|
初期証拠金 | 1000000.00 | | | スプレッド | 10 |
純益 | 8365854.84 | 総利益 | 12751700.27 | 総損失 | -4385845.43 |
プロフィットファクタ | 2.91 | 期待利得 | 3341.00 | | |
絶対ドローダウン | 10468.88 | 最大ドローダウン | 454632.12 (5.08%) | 相対ドローダウン | 16.46% (206408.06) |
|
総取引数 | 2504 | 売りポジション(勝率%) | 925 (62.81%) | 買いポジション(勝率%) | 1579 (65.10%) |
| 勝率(%) | 1609 (64.26%) | 負率 (%) | 895 (35.74%) |
最大 | 勝トレード | 201036.23 | 敗トレード | -186302.91 |
平均 | 勝トレード | 7925.23 | 敗トレード | -4900.39 |
最大 | 連勝(金額) | 55 (545422.39) | 連敗(金額) | 34 (-142439.42) |
最大 | 連勝(トレード数) | 545422.39 (55) | 連敗(トレード数) | -275964.67 (10) |
平均 | 連勝 | 8 | 連敗 | 4 |
# | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
3601 | 2016.12.05 02:00 | t/p | 1799 | 0.10 | 0.83631 | 0.85161 | 0.83631 | 15346.78 | 6200816.63 |
3602 | 2016.12.05 02:09 | t/p | 1800 | 0.06 | 0.83506 | 0.85161 | 0.83506 | 9208.07 | 6210024.70 |
3603 | 2016.12.05 02:25 | t/p | 1798 | 0.04 | 0.83439 | 0.85161 | 0.83439 | 6138.71 | 6216163.41 |
3604 | 2016.12.05 02:25 | t/p | 1801 | 0.03 | 0.83412 | 0.85161 | 0.83412 | 4604.04 | 6220767.45 |
3605 | 2016.12.05 02:49 | t/p | 1802 | 0.03 | 0.83375 | 0.85161 | 0.83375 | 4604.04 | 6225371.49 |
3606 | 2016.12.05 03:20 | t/p | 1804 | 0.01 | 0.83232 | 0.85161 | 0.83232 | 1534.68 | 6226906.17 |
3607 | 2016.12.05 03:21 | t/p | 1803 | 0.01 | 0.83197 | 0.85161 | 0.83197 | 1534.67 | 6228440.84 |
3608 | 2016.12.05 03:22 | t/p | 1797 | 0.01 | 0.83161 | 0.85161 | 0.83161 | 1534.68 | 6229975.52 |
3609 | 2016.12.05 22:00 | buy | 1805 | 0.01 | 0.84655 | 0.82345 | 0.85745 | |
3610 | 2016.12.06 04:00 | buy | 1806 | 0.01 | 0.84518 | 0.82208 | 0.85608 | |
3611 | 2016.12.06 14:00 | buy | 1807 | 0.02 | 0.84455 | 0.82145 | 0.85545 | |
3612 | 2016.12.08 16:45 | t/p | 1807 | 0.02 | 0.85545 | 0.82145 | 0.85545 | 3378.76 | 6233354.28 |
3613 | 2016.12.08 16:45 | t/p | 1806 | 0.01 | 0.85608 | 0.82208 | 0.85608 | 1689.38 | 6235043.66 |
3614 | 2016.12.08 23:00 | sell | 1808 | 0.01 | 0.84287 | 0.85297 | 0.83297 | |
3615 | 2016.12.09 23:00 | close | 1808 | 0.01 | 0.84005 | 0.85297 | 0.83297 | 437.13 | 6235480.79 |
3616 | 2016.12.10 00:00 | sell | 1809 | 0.01 | 0.83966 | 0.84976 | 0.82976 | |
3617 | 2016.12.12 14:00 | buy | 1810 | 0.06 | 0.84192 | 0.81882 | 0.85282 | |
3618 | 2016.12.12 15:00 | buy | 1811 | 0.04 | 0.84257 | 0.81947 | 0.85347 | |
3619 | 2016.12.13 04:00 | buy | 1812 | 0.13 | 0.83952 | 0.81642 | 0.85042 | |
3620 | 2016.12.14 00:00 | buy | 1813 | 0.17 | 0.83886 | 0.81576 | 0.84976 | |
3621 | 2016.12.14 05:00 | buy | 1814 | 0.10 | 0.84025 | 0.81715 | 0.85115 | |
3622 | 2016.12.14 06:00 | buy | 1815 | 0.08 | 0.84064 | 0.81754 | 0.85154 | |
3623 | 2016.12.15 20:00 | close | 1809 | 0.01 | 0.83940 | 0.84976 | 0.82976 | 40.31 | 6235521.10 |
3624 | 2016.12.16 02:00 | buy | 1816 | 0.23 | 0.83813 | 0.81503 | 0.84903 | |
3625 | 2016.12.21 13:00 | buy | 1817 | 0.03 | 0.84352 | 0.82042 | 0.85442 | |
3626 | 2016.12.21 21:00 | buy | 1818 | 0.02 | 0.84440 | 0.82130 | 0.85530 | |
3627 | 2016.12.22 03:00 | buy | 1819 | 0.02 | 0.84421 | 0.82111 | 0.85511 | |
3628 | 2016.12.22 19:02 | t/p | 1816 | 0.23 | 0.84903 | 0.81503 | 0.84903 | 38855.75 | 6274376.85 |
3629 | 2016.12.22 19:07 | t/p | 1813 | 0.17 | 0.84976 | 0.81576 | 0.84976 | 28719.46 | 6303096.31 |
3630 | 2016.12.22 19:07 | t/p | 1812 | 0.13 | 0.85042 | 0.81642 | 0.85042 | 21961.94 | 6325058.25 |
3631 | 2016.12.23 12:29 | t/p | 1814 | 0.10 | 0.85115 | 0.81715 | 0.85115 | 16893.80 | 6341952.05 |
3632 | 2016.12.23 12:35 | t/p | 1815 | 0.08 | 0.85154 | 0.81754 | 0.85154 | 13515.04 | 6355467.09 |
3633 | 2016.12.23 13:21 | t/p | 1810 | 0.06 | 0.85282 | 0.81882 | 0.85282 | 10136.28 | 6365603.37 |
3634 | 2016.12.23 13:24 | t/p | 1811 | 0.04 | 0.85347 | 0.81947 | 0.85347 | 6757.52 | 6372360.89 |
3635 | 2016.12.29 13:50 | t/p | 1817 | 0.03 | 0.85442 | 0.82042 | 0.85442 | 5068.14 | 6377429.03 |
3636 | 2016.12.29 17:54 | t/p | 1819 | 0.02 | 0.85511 | 0.82111 | 0.85511 | 3378.76 | 6380807.79 |
3637 | 2016.12.29 19:08 | t/p | 1818 | 0.02 | 0.85530 | 0.82130 | 0.85530 | 3378.76 | 6384186.55 |
3638 | 2016.12.29 19:57 | t/p | 1805 | 0.01 | 0.85745 | 0.82345 | 0.85745 | 1689.38 | 6385875.93 |
3639 | 2016.12.29 21:00 | buy | 1820 | 0.01 | 0.85700 | 0.83390 | 0.86790 | |
3640 | 2016.12.30 02:00 | buy | 1821 | 0.02 | 0.85484 | 0.83174 | 0.86574 | |
3641 | 2016.12.30 03:00 | buy | 1822 | 0.01 | 0.85600 | 0.83290 | 0.86690 | |
3642 | 2016.12.30 03:40 | t/p | 1821 | 0.02 | 0.86574 | 0.83174 | 0.86574 | 3378.76 | 6389254.69 |
3643 | 2017.01.03 09:00 | buy | 1823 | 0.06 | 0.85247 | 0.82937 | 0.86337 | |
3644 | 2017.01.04 13:00 | buy | 1824 | 0.08 | 0.85107 | 0.82797 | 0.86197 | |
3645 | 2017.01.05 01:00 | buy | 1825 | 0.10 | 0.85083 | 0.82773 | 0.86173 | |
3646 | 2017.01.05 05:00 | buy | 1826 | 0.03 | 0.85363 | 0.83053 | 0.86453 | |
3647 | 2017.01.05 16:00 | buy | 1827 | 0.04 | 0.85300 | 0.82990 | 0.86390 | |
3648 | 2017.01.09 09:23 | t/p | 1825 | 0.10 | 0.86173 | 0.82773 | 0.86173 | 16895.00 | 6406149.69 |
3649 | 2017.01.09 09:28 | t/p | 1824 | 0.08 | 0.86197 | 0.82797 | 0.86197 | 13516.00 | 6419665.69 |
3650 | 2017.01.09 09:44 | t/p | 1823 | 0.06 | 0.86337 | 0.82937 | 0.86337 | 10137.00 | 6429802.69 |
3651 | 2017.01.09 10:51 | t/p | 1827 | 0.04 | 0.86390 | 0.82990 | 0.86390 | 6758.00 | 6436560.69 |
3652 | 2017.01.09 10:55 | t/p | 1826 | 0.03 | 0.86453 | 0.83053 | 0.86453 | 5068.50 | 6441629.19 |
3653 | 2017.01.09 13:28 | t/p | 1822 | 0.01 | 0.86690 | 0.83290 | 0.86690 | 1689.50 | 6443318.69 |
3654 | 2017.01.09 13:40 | t/p | 1820 | 0.01 | 0.86790 | 0.83390 | 0.86790 | 1689.53 | 6445008.22 |
3655 | 2017.01.13 11:00 | buy | 1828 | 0.01 | 0.87404 | 0.86394 | 0.88394 | |
3656 | 2017.01.14 00:00 | buy | 1829 | 0.02 | 0.87335 | 0.86416 | 0.88325 | |
3657 | 2017.01.16 02:01 | t/p | 1829 | 0.02 | 0.88325 | 0.86416 | 0.88325 | 3069.12 | 6448077.34 |
3658 | 2017.01.16 02:02 | t/p | 1828 | 0.01 | 0.88394 | 0.86394 | 0.88394 | 1534.56 | 6449611.90 |
3659 | 2017.01.16 13:00 | buy | 1830 | 0.01 | 0.87919 | 0.86909 | 0.88909 | |
3660 | 2017.01.16 14:00 | buy | 1831 | 0.03 | 0.87788 | 0.86778 | 0.88778 | |
3661 | 2017.01.16 15:00 | buy | 1832 | 0.02 | 0.87801 | 0.86791 | 0.88791 | |
3662 | 2017.01.16 16:00 | buy | 1833 | 0.02 | 0.87853 | 0.86843 | 0.88843 | |
3663 | 2017.01.17 16:44 | s/l | 1830 | 0.01 | 0.86909 | 0.86909 | 0.88909 | -1565.57 | 6448046.33 |
3664 | 2017.01.17 16:45 | s/l | 1833 | 0.02 | 0.86843 | 0.86843 | 0.88843 | -3131.12 | 6444915.21 |
3665 | 2017.01.17 16:45 | s/l | 1832 | 0.02 | 0.86791 | 0.86791 | 0.88791 | -3131.13 | 6441784.08 |
3666 | 2017.01.17 16:45 | s/l | 1831 | 0.03 | 0.86778 | 0.86778 | 0.88778 | -4696.68 | 6437087.40 |
3667 | 2017.01.17 18:00 | sell | 1834 | 0.01 | 0.86684 | 0.88994 | 0.85594 | |
3668 | 2017.01.18 14:00 | sell | 1835 | 0.01 | 0.86788 | 0.88994 | 0.85698 | |
3669 | 2017.01.18 18:00 | sell | 1836 | 0.01 | 0.86845 | 0.88994 | 0.85755 | |
3670 | 2017.01.24 13:38 | t/p | 1836 | 0.01 | 0.85755 | 0.88994 | 0.85755 | 1689.74 | 6438777.14 |
3671 | 2017.01.24 13:38 | t/p | 1835 | 0.01 | 0.85698 | 0.88994 | 0.85698 | 1689.74 | 6440466.88 |
3672 | 2017.01.25 02:00 | t/p | 1834 | 0.01 | 0.85594 | 0.88994 | 0.85594 | 1689.73 | 6442156.61 |
3673 | 2017.02.14 14:00 | buy | 1837 | 0.01 | 0.85140 | 0.82830 | 0.86230 | |
3674 | 2017.02.15 05:00 | buy | 1838 | 0.02 | 0.84882 | 0.82572 | 0.85972 | |
3675 | 2017.02.15 14:00 | buy | 1839 | 0.02 | 0.84993 | 0.82683 | 0.86083 | |
3676 | 2017.02.15 17:00 | buy | 1840 | 0.01 | 0.85006 | 0.82696 | 0.86096 | |
3677 | 2017.02.22 21:00 | buy | 1841 | 0.04 | 0.84739 | 0.82429 | 0.85829 | |
3678 | 2017.02.22 22:00 | buy | 1842 | 0.03 | 0.84813 | 0.82503 | 0.85903 | |
3679 | 2017.02.23 13:00 | buy | 1843 | 0.06 | 0.84676 | 0.82366 | 0.85766 | |
3680 | 2017.02.24 18:00 | buy | 1844 | 0.08 | 0.84582 | 0.82272 | 0.85672 | |
3681 | 2017.03.01 18:39 | t/p | 1844 | 0.08 | 0.85672 | 0.82272 | 0.85672 | 13515.82 | 6455672.43 |
3682 | 2017.03.01 20:26 | t/p | 1843 | 0.06 | 0.85766 | 0.82366 | 0.85766 | 10136.87 | 6465809.30 |
3683 | 2017.03.01 21:38 | t/p | 1841 | 0.04 | 0.85829 | 0.82429 | 0.85829 | 6757.91 | 6472567.21 |
3684 | 2017.03.03 13:30 | t/p | 1842 | 0.03 | 0.85903 | 0.82503 | 0.85903 | 5068.46 | 6477635.67 |
3685 | 2017.03.03 13:30 | t/p | 1838 | 0.02 | 0.85972 | 0.82572 | 0.85972 | 3378.98 | 6481014.65 |
3686 | 2017.03.03 13:40 | t/p | 1839 | 0.02 | 0.86083 | 0.82683 | 0.86083 | 3378.98 | 6484393.63 |
3687 | 2017.03.03 14:10 | t/p | 1840 | 0.01 | 0.86096 | 0.82696 | 0.86096 | 1689.49 | 6486083.12 |
3688 | 2017.03.03 14:41 | t/p | 1837 | 0.01 | 0.86230 | 0.82830 | 0.86230 | 1689.49 | 6487772.61 |
3689 | 2017.03.09 02:00 | sell | 1845 | 0.01 | 0.86597 | 0.88907 | 0.85507 | |
3690 | 2017.03.13 16:00 | sell | 1846 | 0.04 | 0.87253 | 0.88907 | 0.86263 | |
3691 | 2017.03.13 20:00 | sell | 1847 | 0.03 | 0.87208 | 0.88907 | 0.86218 | |
3692 | 2017.03.13 22:00 | sell | 1848 | 0.03 | 0.87115 | 0.88907 | 0.86025 | |
3693 | 2017.03.14 22:00 | sell | 1849 | 0.05 | 0.87304 | 0.88907 | 0.86314 | |
3694 | 2017.03.15 11:00 | sell | 1850 | 0.02 | 0.86955 | 0.88907 | 0.85865 | |
3695 | 2017.03.15 18:00 | sell | 1851 | 0.02 | 0.87007 | 0.88907 | 0.85917 | |
3696 | 2017.03.16 19:00 | sell | 1852 | 0.01 | 0.86849 | 0.88907 | 0.85759 | |
3697 | 2017.03.23 12:53 | t/p | 1849 | 0.05 | 0.86314 | 0.88907 | 0.86314 | 7673.44 | 6495446.05 |
3698 | 2017.03.23 13:30 | t/p | 1846 | 0.04 | 0.86263 | 0.88907 | 0.86263 | 6138.75 | 6501584.80 |
3699 | 2017.03.23 13:30 | t/p | 1847 | 0.03 | 0.86218 | 0.88907 | 0.86218 | 4604.07 | 6506188.87 |
3700 | 2017.03.29 07:00 | buy | 1853 | 0.01 | 0.87228 | 0.86218 | 0.88218 | |
3701 | 2017.03.29 11:00 | buy | 1854 | 0.01 | 0.87196 | 0.86186 | 0.88186 | |
3702 | 2017.03.30 16:00 | s/l | 1853 | 0.01 | 0.86218 | 0.86218 | 0.88218 | -1565.47 | 6504623.40 |
3703 | 2017.03.30 16:03 | s/l | 1854 | 0.01 | 0.86186 | 0.86186 | 0.88186 | -1565.47 | 6503057.93 |
3704 | 2017.03.30 18:06 | t/p | 1848 | 0.03 | 0.86025 | 0.88907 | 0.86025 | 5069.06 | 6508126.99 |
3705 | 2017.03.30 18:14 | t/p | 1851 | 0.02 | 0.85917 | 0.88907 | 0.85917 | 3379.37 | 6511506.36 |
3706 | 2017.03.30 18:25 | t/p | 1850 | 0.02 | 0.85865 | 0.88907 | 0.85865 | 3379.37 | 6514885.73 |
3707 | 2017.03.30 22:01 | t/p | 1852 | 0.01 | 0.85759 | 0.88907 | 0.85759 | 1689.68 | 6516575.41 |
3708 | 2017.03.31 04:36 | t/p | 1845 | 0.01 | 0.85507 | 0.88907 | 0.85507 | 1689.68 | 6518265.09 |
3709 | 2017.04.03 21:00 | buy | 1855 | 0.01 | 0.85459 | 0.83149 | 0.86549 | |
3710 | 2017.04.11 17:00 | buy | 1856 | 0.01 | 0.85382 | 0.83072 | 0.86472 | |
3711 | 2017.04.13 03:00 | buy | 1857 | 0.04 | 0.85073 | 0.82763 | 0.86163 | |
3712 | 2017.04.14 06:00 | buy | 1858 | 0.08 | 0.84914 | 0.82604 | 0.86004 | |
3713 | 2017.04.17 16:00 | buy | 1859 | 0.10 | 0.84812 | 0.82502 | 0.85902 | |
3714 | 2017.04.18 04:00 | buy | 1860 | 0.13 | 0.84767 | 0.82457 | 0.85857 | |
3715 | 2017.04.18 21:41 | s/l | 1855 | 0.01 | 0.83149 | 0.83149 | 0.86549 | -3580.50 | 6514684.59 |
3716 | 2017.04.18 22:00 | close | 1856 | 0.01 | 0.83565 | 0.83072 | 0.86472 | -2816.35 | 6511868.24 |
3717 | 2017.04.18 22:00 | close | 1857 | 0.04 | 0.83565 | 0.82763 | 0.86163 | -9349.60 | 6502518.64 |
3718 | 2017.04.18 22:00 | close | 1858 | 0.08 | 0.83565 | 0.82604 | 0.86004 | -16727.60 | 6485791.04 |
3719 | 2017.04.18 22:00 | close | 1859 | 0.10 | 0.83565 | 0.82502 | 0.85902 | -19328.50 | 6466462.54 |
3720 | 2017.04.18 22:00 | close | 1860 | 0.13 | 0.83565 | 0.82457 | 0.85857 | -24220.30 | 6442242.24 |
3721 | 2017.04.21 00:00 | sell | 1861 | 0.01 | 0.83648 | 0.84658 | 0.82658 | |
3722 | 2017.04.21 05:00 | sell | 1862 | 0.01 | 0.83709 | 0.84658 | 0.82719 | |
3723 | 2017.04.21 13:00 | sell | 1863 | 0.01 | 0.83720 | 0.84658 | 0.82730 | |
3724 | 2017.04.24 01:01 | s/l | 1861 | 0.01 | 0.84658 | 0.84658 | 0.82658 | -1565.68 | 6440676.56 |
3725 | 2017.04.24 01:01 | s/l | 1862 | 0.01 | 0.84658 | 0.84658 | 0.82719 | -1471.12 | 6439205.44 |
3726 | 2017.04.24 01:01 | s/l | 1863 | 0.01 | 0.84658 | 0.84658 | 0.82730 | -1454.07 | 6437751.37 |
3727 | 2017.04.24 02:00 | buy | 1864 | 0.01 | 0.84950 | 0.82640 | 0.86040 | |
3728 | 2017.04.24 04:00 | buy | 1865 | 0.02 | 0.84796 | 0.82486 | 0.85886 | |
3729 | 2017.04.24 05:00 | buy | 1866 | 0.02 | 0.84715 | 0.82405 | 0.85805 | |
3730 | 2017.04.24 09:00 | buy | 1867 | 0.01 | 0.84834 | 0.82524 | 0.85924 | |
3731 | 2017.04.25 23:00 | close | 1864 | 0.01 | 0.85245 | 0.82640 | 0.86040 | 457.24 | 6438208.61 |
3732 | 2017.04.25 23:00 | close | 1865 | 0.02 | 0.85245 | 0.82486 | 0.85886 | 1391.86 | 6439600.47 |
3733 | 2017.04.25 23:00 | close | 1866 | 0.02 | 0.85245 | 0.82405 | 0.85805 | 1642.95 | 6441243.42 |
3734 | 2017.04.25 23:00 | close | 1867 | 0.01 | 0.85245 | 0.82524 | 0.85924 | 637.03 | 6441880.45 |
3735 | 2017.04.26 00:00 | buy | 1868 | 0.01 | 0.85238 | 0.82928 | 0.86328 | |
3736 | 2017.04.26 02:00 | buy | 1869 | 0.01 | 0.85144 | 0.82834 | 0.86234 | |
3737 | 2017.04.28 14:00 | buy | 1870 | 0.13 | 0.84552 | 0.82242 | 0.85642 | |
3738 | 2017.05.01 06:00 | buy | 1871 | 0.23 | 0.84387 | 0.82077 | 0.85477 | |
3739 | 2017.05.01 12:00 | buy | 1872 | 0.30 | 0.84318 | 0.82008 | 0.85408 | |
3740 | 2017.05.01 17:00 | buy | 1873 | 0.17 | 0.84417 | 0.82107 | 0.85507 | |
3741 | 2017.05.02 00:00 | buy | 1874 | 0.10 | 0.84556 | 0.82246 | 0.85646 | |
3742 | 2017.05.02 09:00 | buy | 1875 | 0.08 | 0.84644 | 0.82334 | 0.85734 | |
3743 | 2017.05.02 11:00 | buy | 1876 | 0.04 | 0.84839 | 0.82529 | 0.85929 | |
3744 | 2017.05.02 12:00 | buy | 1877 | 0.06 | 0.84782 | 0.82472 | 0.85872 | |
3745 | 2017.05.04 20:00 | buy | 1878 | 0.02 | 0.84950 | 0.82640 | 0.86040 | |
3746 | 2017.05.05 07:00 | buy | 1879 | 0.02 | 0.85023 | 0.82713 | 0.86113 | |
3747 | 2017.05.05 12:00 | buy | 1880 | 0.03 | 0.84871 | 0.82561 | 0.85961 | |
3748 | 2017.05.16 12:45 | t/p | 1872 | 0.30 | 0.85408 | 0.82008 | 0.85408 | 50685.32 | 6492565.77 |
3749 | 2017.05.16 12:49 | t/p | 1871 | 0.23 | 0.85477 | 0.82077 | 0.85477 | 38858.75 | 6531424.52 |
3750 | 2017.05.16 12:53 | t/p | 1873 | 0.17 | 0.85507 | 0.82107 | 0.85507 | 28721.69 | 6560146.21 |